+845.1%
TECH vs TCOM
+2,843.2%
-1,998.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | +0.2% | -1.4% | +1.6% | +0.4% |
| 30D | +0.5% | +11.5% | -11.0% | -0.9% |
| 3M | +1.0% | -5.2% | +6.2% | +1.5% |
| 6M | +54.1% | -16.9% | +71.0% | +56.7% |
| YTD | +24.4% | -39.9% | +64.3% | +31.3% |
| 1Y | +19.3% | -42.1% | +61.4% | +26.5% |
| 3Y | +28.5% | +28.0% | +0.5% | +20.7% |
| 5Y | -41.0% | +40.4% | -81.3% | -47.2% |
| 10Y | +189.3% | +5.6% | +183.7% | +158.2% |
| All | +845.1% | +2,843.2% | -1,998.1% | +440.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling